Package org.drip.service.json

Class CreditDefaultSwapProcessor

java.lang.Object
org.drip.service.json.CreditDefaultSwapProcessor
public class CreditDefaultSwapProcessor
extends java.lang.Object
CreditDefaultSwapProcessor Sets Up and Executes a JSON Based In/Out Credit Default Swap Valuation Processor. It provides the following Functionality:
  • JSON Based in/out Credit Default Swap Curve Metrics Thunker

Module Computational Core Module
Library Computation Support
Project Environment, Product/Definition Containers, and Scenario/State Manipulation APIs
Package JSON Based Valuation Request Service

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    CreditDefaultSwapProcessor()  

  • Method Summary

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • CreditDefaultSwapProcessor

      public CreditDefaultSwapProcessor()